Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,45% | 109,71 % | 110,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 548 550 CHF | 551 050 CHF | 100,00% | 100,00% |
19/11/2024 | 0,45% | 109,71 % | 110,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 548 550 CHF | 551 050 CHF | 89,38% | 89,38% |
18/11/2024 | 0,45% | 109,71 % | 110,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 548 550 CHF | 551 050 CHF | 99,66% | 99,66% |
15/11/2024 | 0,45% | 109,70 % | 110,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 548 500 CHF | 551 000 CHF | 100,00% | 100,00% |
14/11/2024 | 0,45% | 109,70 % | 110,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 548 500 CHF | 551 000 CHF | 100,00% | 100,00% |
13/11/2024 | 0,45% | 109,69 % | 110,19 % | 500 000 | 500 000 | 500 000 | 500 000 | 548 450 CHF | 550 950 CHF | 100,00% | 100,00% |
12/11/2024 | 0,45% | 109,69 % | 110,19 % | 500 000 | 500 000 | 500 000 | 500 000 | 548 450 CHF | 550 950 CHF | 98,73% | 98,73% |
11/11/2024 | 0,45% | 109,68 % | 110,18 % | 500 000 | 500 000 | 500 000 | 500 000 | 548 399 CHF | 550 899 CHF | 100,00% | 100,00% |
08/11/2024 | 0,45% | 109,63 % | 110,13 % | 500 000 | 500 000 | 500 000 | 500 000 | 548 265 CHF | 550 765 CHF | 99,83% | 99,83% |
07/11/2024 | 0,45% | 109,66 % | 110,16 % | 500 000 | 500 000 | 500 000 | 500 000 | 548 308 CHF | 550 808 CHF | 100,00% | 100,00% |